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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-0.22%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$2.84B
AUM Growth
+$542M
Cap. Flow
+$762M
Cap. Flow %
26.83%
Top 10 Hldgs %
9.77%
Holding
2,720
New
1,210
Increased
566
Reduced
284
Closed
637

Top Buys

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$11.7M
2
HD icon
Home Depot
HD
+$7.33M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$6.64M
4
ZM icon
Zoom
ZM
+$5.63M
5
MRNA icon
Moderna
MRNA
+$5.54M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$9.11M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$9.04M
3
META icon
Meta Platforms (Facebook)
META
+$6.26M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$5.46M
5
MSFT icon
Microsoft
MSFT
+$4.67M

Sector Composition

Rank Sector Weight
1 Technology 3.53%
2 Consumer Discretionary 2.57%
3 Financials 2.41%
4 Healthcare 2.3%
5 Energy 1.78%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VLUE icon
501
iShares MSCI USA Value Factor ETF
VLUE
$9.17B
$1.29M 0.05%
+12,380
New +$1.32M
DG icon
502
PUT
Dollar General
DG
$28B
$1.29M 0.05%
5,800
+3,800
+190% +$807K
XLF icon
503
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$1.29M 0.05%
33,684
+26,245
+353% +$1.03M
PANW icon
504
Palo Alto Networks
PANW
$270B
$1.29M 0.05%
12,426
+10,236
+467% +$916K
EBAY icon
505
CALL
eBay
EBAY
$50.6B
$1.29M 0.05%
+22,500
New +$1.31M
MT icon
506
PUT
ArcelorMittal
MT
$52.9B
$1.28M 0.05%
+40,100
New +$1.29M
T icon
507
CALL
AT&T
T
$159B
$1.28M 0.05%
+71,761
New +$1.33M
APD icon
508
CALL
Air Products & Chemicals
APD
$65.7B
$1.27M 0.04%
+5,100
New +$1.31M
TTD icon
509
Trade Desk
TTD
$8.48B
$1.27M 0.04%
+18,351
New +$1.33M
CAT icon
510
CALL
Caterpillar
CAT
$375B
$1.27M 0.04%
5,700
+1,100
+24% +$231K
BIIB icon
511
CALL
Biogen
BIIB
$30B
$1.26M 0.04%
+6,000
New +$1.3M
NUGT icon
512
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
$1.26M 0.04%
17,845
+4,599
+35% +$261K
ALGN icon
513
Align Technology
ALGN
$12.1B
$1.26M 0.04%
2,887
+1,128
+64% +$549K
TDOC icon
514
Teladoc Health
TDOC
$1.22B
$1.26M 0.04%
+17,448
New +$1.26M
SCHF icon
515
Schwab International Equity ETF
SCHF
$66.6B
$1.26M 0.04%
68,408
-73,794
-52% -$1.37M
CCI icon
516
PUT
Crown Castle
CCI
$33.3B
$1.25M 0.04%
+6,800
New +$1.21M
S icon
517
CALL
SentinelOne
S
$6.53B
$1.25M 0.04%
+32,400
New +$1.32M
ITUB icon
518
Itaú Unibanco
ITUB
$93.2B
$1.25M 0.04%
248,846
+183,635
+282% +$773K
CLX icon
519
PUT
Clorox
CLX
$11.6B
$1.25M 0.04%
+9,000
New +$1.38M
SDOW icon
520
ProShares UltraPro Short Dow 30
SDOW
$162M
$1.25M 0.04%
+11,045
New +$1.3M
DE icon
521
PUT
Deere & Co
DE
$160B
$1.25M 0.04%
3,000
+1,600
+114% +$613K
BILI icon
522
CALL
Bilibili
BILI
$7.99B
$1.24M 0.04%
+48,600
New +$1.56M
WAT icon
523
CALL
Waters Corp
WAT
$37B
$1.24M 0.04%
+4,000
New +$1.3M
O icon
524
Realty Income
O
$59.6B
$1.24M 0.04%
+17,873
New +$1.22M
STLD icon
525
PUT
Steel Dynamics
STLD
$36B
$1.24M 0.04%
+14,800
New +$998K
19 20
21
22 23

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QIM
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Two Sigma Securities's Q1 2022 Portfolio in Review

As of Q1 2022, Two Sigma Securities held 2,720 positions worth $2.84B, up 24% from $2.3B the previous quarter. Its ten largest holdings account for 9.8% of the portfolio.

Two Sigma Securities deployed $762M of net new capital in Q1 2022, opening 1,210 new positions and adding to 566 existing holdings. Its largest new stake was Alibaba: 101,246 shares worth $11M.

By sector, the portfolio is most concentrated in Technology at 3.5% of assets, down from 3.8% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Amazon, an estimated $9.11M trimmed.

  • Two Sigma Securities's largest Q1 2022 buy was Alibaba: 101,246 shares worth $11M.
  • Two Sigma Securities added most to Home Depot in Q1 2022, an estimated $7.33M increase.
  • Two Sigma Securities's biggest Q1 2022 reduction was Amazon, cutting an estimated $9.11M.
  • Two Sigma Securities fully exited Vanguard FTSE Developed Markets ETF in Q1 2022, selling an estimated $5.46M.
  • Two Sigma Securities's ten largest holdings make up 9.8% of its $2.84B portfolio in Q1 2022.
  • Two Sigma Securities opened 1,210 new positions and closed 637 in Q1 2022.
  • Two Sigma Securities's portfolio value rose 24% quarter-over-quarter to $2.84B.

Based on Two Sigma Securities's 13F filing for Q1 2022, filed 16 May 2022.